Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'773 CHF | 38'973 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 39'660 CHF | 39'860 CHF | 98.48% | 98.48% |
11.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 40'227 CHF | 40'427 CHF | 99.72% | 99.72% |
10.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 39'532 CHF | 39'732 CHF | 99.78% | 99.78% |
09.07.2024 | 0.49% | 1.94 CHF | 1.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 40'315 CHF | 40'515 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'020 CHF | 41'220 CHF | 98.98% | 98.98% |
05.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'833 CHF | 39'033 CHF | 100.00% | 100.00% |
04.07.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 20'000 | 20'000 | 19'995 | 20'000 | 37'735 CHF | 37'944 CHF | 98.15% | 98.15% |
03.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 37'397 CHF | 37'597 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'941 CHF | 37'141 CHF | 100.00% | 100.00% |